What is nested cross-validation for Machine Learning

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Machine Learning with R, the tidyverse, and mlr" is a practical guide that simplifies theory and avoids needlessly complicated statistics or math. In each engaging chapter, you’ll put a new algorithm into action to solve a quirky predictive analysis problem, including Titanic survival odds, spam email filtering, and poisoned wine investigation.
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What do you do if the best combination of hyperparameters is different in all 3 of the outer folds? How do you decide?

Hanutella
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i dont think i understand (it's quite late), how is this different from just k-fold cross validation? i think i need to rewatch

ellaella
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Is the inner testing the set the same, when you try out the different hyperparameter combinations?

MagnusNedergaard
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Suggested schema sounds wrong. What do you mean average it? You have three different models, are you making ensemble? There are better ways to do it.

alexanderermak
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Explained incredibly well, thanks so much!

nealdavar